MRCI Online
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| ScenarioSM Study for December US Dollar Index(ICE) as of Jan 01, 2010 | |||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 23 | 23 | 23 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 24 |
| Closed Higher | 14 | 10 | 10 | 8 | 13 | 12 | 13 | 9 | 9 | 8 | 11 |
| Exceeded High | 11 | 8 | 9 | 7 | 11 | 11 | 8 | 5 | 9 | 6 | 6 |
| Scenario Percentage | 79% | 80% | 90% | 88% | 85% | 92% | 62% | 56% | 100% | 75% | 55% |
| Avg Max Increase | 2.88% | 2.58% | 3.52% | 3.14% | 2.66% | 2.82% | 3.50% | 5.14% | 4.52% | 2.95% | 0.89% |
| Max Increase | 6.39% | 5.08% | 6.68% | 7.15% | 8.36% | 6.64% | 9.61% | 13.53% | 12.46% | 4.08% | 1.63% |
| Avg Days To Max Increase | 18 | 16 | 19 | 19 | 10 | 14 | 14 | 20 | 18 | 14 | 6 |
| Avg Max Decline | -1.26% | -0.33% | -0.78% | -0.91% | -0.90% | -0.34% | -0.53% | -1.17% | -0.73% | -0.87% | -0.33% |
| Max Decline | -2.60% | -1.05% | -2.76% | -1.59% | -2.17% | -0.91% | -1.43% | -2.47% | -2.13% | -2.19% | -1.05% |
| Avg Days to Max Decline | 8 | 11 | 12 | 8 | 6 | 6 | 4 | 9 | 4 | 3 | 2 |
| 2009 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
